-31.9%
CEG vs MULL
+444.9%
-476.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -13.8% | +7.0% | -5.6% |
| 7D | -4.8% | -35.9% | +31.1% | -1.7% |
| 30D | -8.2% | -47.3% | +39.2% | -4.1% |
| 3M | -7.9% | -30.6% | +22.7% | -6.1% |
| 6M | -23.2% | +13.7% | -36.9% | -28.7% |
| YTD | -30.1% | +272.1% | -302.3% | -44.4% |
| 1Y | -31.9% | +475.1% | -507.0% | -49.5% |
| All | -31.9% | +444.9% | -476.8% | -49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded MULL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling